Home > Merchants Bank of Commerce > Securities
Merchants Bank of Commerce, Securities
| 2021-09-30 | Rank | |
| Total securities | $654,708,000 | 362 |
| U.S. Government securities | $477,905,000 | 326 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $477,905,000 | 307 |
| Securities issued by states & political subdivisions | $135,076,000 | 385 |
| Other domestic debt securities | $41,727,000 | 400 |
| Privately issued residential mortgage-backed securities | $15,245,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,482,000 | 149 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,838,000 | 1,124 |
| Mortgage-backed securities | $465,838,000 | 281 |
| Certificates of participation in pools of residential mortgages | $307,209,000 | 252 |
| Issued or guaranteed by U.S. | $307,209,000 | 252 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $96,288,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $81,043,000 | 320 |
| Privately issued | $15,245,000 | 120 |
| Commercial mortgage-backed securities | $62,341,000 | 317 |
| Commercial mortgage pass-through securities | $19,062,000 | 319 |
| Other commercial mortgage-backed securities | $43,279,000 | 273 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $654,708,000 | 320 |
| Total debt securities | $654,707,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $579,664,000 | 378 |
| U.S. Government securities | $383,290,000 | 361 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $383,290,000 | 340 |
| Securities issued by states & political subdivisions | $136,467,000 | 364 |
| Other domestic debt securities | $59,907,000 | 305 |
| Privately issued residential mortgage-backed securities | $16,961,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,946,000 | 113 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,660,000 | 665 |
| Mortgage-backed securities | $370,560,000 | 312 |
| Certificates of participation in pools of residential mortgages | $244,292,000 | 271 |
| Issued or guaranteed by U.S. | $244,292,000 | 270 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $73,550,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $56,589,000 | 380 |
| Privately issued | $16,961,000 | 106 |
| Commercial mortgage-backed securities | $52,718,000 | 330 |
| Commercial mortgage pass-through securities | $19,254,000 | 302 |
| Other commercial mortgage-backed securities | $33,464,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $579,664,000 | 332 |
| Total debt securities | $579,665,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $517,375,000 | 387 |
| U.S. Government securities | $330,343,000 | 374 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $330,343,000 | 354 |
| Securities issued by states & political subdivisions | $128,841,000 | 371 |
| Other domestic debt securities | $58,191,000 | 286 |
| Privately issued residential mortgage-backed securities | $16,847,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,344,000 | 112 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,595,000 | 670 |
| Mortgage-backed securities | $316,130,000 | 332 |
| Certificates of participation in pools of residential mortgages | $203,904,000 | 292 |
| Issued or guaranteed by U.S. | $203,904,000 | 291 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $73,644,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $56,797,000 | 357 |
| Privately issued | $16,847,000 | 101 |
| Commercial mortgage-backed securities | $38,582,000 | 374 |
| Commercial mortgage pass-through securities | $17,123,000 | 319 |
| Other commercial mortgage-backed securities | $21,459,000 | 355 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $517,375,000 | 343 |
| Total debt securities | $517,373,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $446,880,000 | 401 |
| U.S. Government securities | $281,183,000 | 388 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $281,183,000 | 366 |
| Securities issued by states & political subdivisions | $108,366,000 | 420 |
| Other domestic debt securities | $57,331,000 | 275 |
| Privately issued residential mortgage-backed securities | $20,363,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,968,000 | 117 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,833,000 | 828 |
| Mortgage-backed securities | $268,551,000 | 345 |
| Certificates of participation in pools of residential mortgages | $148,087,000 | 331 |
| Issued or guaranteed by U.S. | $148,087,000 | 329 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $92,391,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $72,028,000 | 305 |
| Privately issued | $20,363,000 | 93 |
| Commercial mortgage-backed securities | $28,073,000 | 428 |
| Commercial mortgage pass-through securities | $9,327,000 | 448 |
| Other commercial mortgage-backed securities | $18,746,000 | 366 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $446,880,000 | 360 |
| Total debt securities | $446,882,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $337,032,000 | 471 |
| U.S. Government securities | $192,663,000 | 489 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $192,663,000 | 462 |
| Securities issued by states & political subdivisions | $91,862,000 | 458 |
| Other domestic debt securities | $52,507,000 | 283 |
| Privately issued residential mortgage-backed securities | $24,420,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,087,000 | 131 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,727,000 | 700 |
| Mortgage-backed securities | $185,272,000 | 420 |
| Certificates of participation in pools of residential mortgages | $75,123,000 | 524 |
| Issued or guaranteed by U.S. | $75,123,000 | 513 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $90,571,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $66,151,000 | 323 |
| Privately issued | $24,420,000 | 87 |
| Commercial mortgage-backed securities | $19,578,000 | 510 |
| Commercial mortgage pass-through securities | $5,283,000 | 610 |
| Other commercial mortgage-backed securities | $14,295,000 | 404 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $337,032,000 | 422 |
| Total debt securities | $337,030,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $280,200,000 | 533 |
| U.S. Government securities | $158,488,000 | 560 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $158,488,000 | 532 |
| Securities issued by states & political subdivisions | $76,889,000 | 503 |
| Other domestic debt securities | $44,823,000 | 316 |
| Privately issued residential mortgage-backed securities | $28,156,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,667,000 | 169 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,249 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,882,000 | 981 |
| Mortgage-backed securities | $153,449,000 | 482 |
| Certificates of participation in pools of residential mortgages | $48,112,000 | 723 |
| Issued or guaranteed by U.S. | $48,112,000 | 708 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $89,007,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $60,851,000 | 344 |
| Privately issued | $28,156,000 | 82 |
| Commercial mortgage-backed securities | $16,330,000 | 568 |
| Commercial mortgage pass-through securities | $5,241,000 | 608 |
| Other commercial mortgage-backed securities | $11,089,000 | 452 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $280,200,000 | 483 |
| Total debt securities | $280,200,000 | 523 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 210 |
| Fair value | $1,000,000 | 230 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $285,077,000 | 514 |
| U.S. Government securities | $184,756,000 | 507 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $184,756,000 | 478 |
| Securities issued by states & political subdivisions | $63,263,000 | 563 |
| Other domestic debt securities | $37,058,000 | 335 |
| Privately issued residential mortgage-backed securities | $29,154,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,921,000 | 271 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,983,000 | 806 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,690,000 | 655 |
| Mortgage-backed securities | $177,867,000 | 436 |
| Certificates of participation in pools of residential mortgages | $56,201,000 | 640 |
| Issued or guaranteed by U.S. | $56,201,000 | 624 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $104,238,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $75,084,000 | 307 |
| Privately issued | $29,154,000 | 78 |
| Commercial mortgage-backed securities | $17,428,000 | 541 |
| Commercial mortgage pass-through securities | $5,287,000 | 584 |
| Other commercial mortgage-backed securities | $12,141,000 | 422 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $285,077,000 | 461 |
| Total debt securities | $285,075,000 | 502 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 149 |
| Fair value | $2,983,000 | 154 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $286,950,000 | 490 |
| U.S. Government securities | $201,191,000 | 473 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $201,191,000 | 445 |
| Securities issued by states & political subdivisions | $42,098,000 | 799 |
| Other domestic debt securities | $43,661,000 | 283 |
| Privately issued residential mortgage-backed securities | $37,683,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,012,000 | 296 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,966,000 | 794 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,405,000 | 642 |
| Mortgage-backed securities | $200,141,000 | 390 |
| Certificates of participation in pools of residential mortgages | $60,142,000 | 594 |
| Issued or guaranteed by U.S. | $60,142,000 | 580 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $120,693,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $83,010,000 | 286 |
| Privately issued | $37,683,000 | 65 |
| Commercial mortgage-backed securities | $19,306,000 | 495 |
| Commercial mortgage pass-through securities | $6,541,000 | 521 |
| Other commercial mortgage-backed securities | $12,765,000 | 399 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $286,950,000 | 441 |
| Total debt securities | $286,949,000 | 482 |
| Structured notes | ||
| Amortized cost | $3,005,000 | 203 |
| Fair value | $2,966,000 | 223 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $272,341,000 | 521 |
| U.S. Government securities | $184,694,000 | 499 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $184,694,000 | 469 |
| Securities issued by states & political subdivisions | $39,004,000 | 837 |
| Other domestic debt securities | $48,643,000 | 268 |
| Privately issued residential mortgage-backed securities | $44,589,000 | 74 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $1,062,000 | 341 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,992,000 | 797 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,104,000 | 677 |
| Mortgage-backed securities | $188,816,000 | 393 |
| Certificates of participation in pools of residential mortgages | $44,168,000 | 726 |
| Issued or guaranteed by U.S. | $44,168,000 | 704 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $121,826,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $77,237,000 | 295 |
| Privately issued | $44,589,000 | 55 |
| Commercial mortgage-backed securities | $22,822,000 | 447 |
| Commercial mortgage pass-through securities | $7,539,000 | 485 |
| Other commercial mortgage-backed securities | $15,283,000 | 364 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $272,341,000 | 460 |
| Total debt securities | $272,340,000 | 513 |
| Structured notes | ||
| Amortized cost | $3,010,000 | 279 |
| Fair value | $2,992,000 | 295 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $285,820,000 | 486 |
| U.S. Government securities | $193,475,000 | 489 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $193,475,000 | 464 |
| Securities issued by states & political subdivisions | $45,003,000 | 746 |
| Other domestic debt securities | $47,342,000 | 254 |
| Privately issued residential mortgage-backed securities | $43,494,000 | 62 |
| Commercial mortgage-backed securities - Total | $822,000 | 155 |
| Asset backed securities | $48,000 | 405 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,978,000 | 799 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,308,000 | 698 |
| Mortgage-backed securities | $192,954,000 | 382 |
| Certificates of participation in pools of residential mortgages | $38,392,000 | 799 |
| Issued or guaranteed by U.S. | $38,392,000 | 793 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $129,694,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $86,200,000 | 275 |
| Privately issued | $43,494,000 | 55 |
| Commercial mortgage-backed securities | $24,868,000 | 423 |
| Commercial mortgage pass-through securities | $3,170,000 | 747 |
| Other commercial mortgage-backed securities | $21,698,000 | 288 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $285,820,000 | 434 |
| Total debt securities | $285,821,000 | 479 |
| Structured notes | ||
| Amortized cost | $3,014,000 | 318 |
| Fair value | $2,978,000 | 337 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $294,117,000 | 484 |
| U.S. Government securities | $203,811,000 | 478 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $203,811,000 | 452 |
| Securities issued by states & political subdivisions | $48,937,000 | 707 |
| Other domestic debt securities | $41,369,000 | 266 |
| Privately issued residential mortgage-backed securities | $37,403,000 | 62 |
| Commercial mortgage-backed securities - Total | $914,000 | 143 |
| Asset backed securities | $95,000 | 393 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,957,000 | 796 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,171,000 | 710 |
| Mortgage-backed securities | $195,677,000 | 373 |
| Certificates of participation in pools of residential mortgages | $36,708,000 | 837 |
| Issued or guaranteed by U.S. | $36,708,000 | 829 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $130,311,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $92,908,000 | 257 |
| Privately issued | $37,403,000 | 54 |
| Commercial mortgage-backed securities | $28,658,000 | 366 |
| Commercial mortgage pass-through securities | $4,795,000 | 602 |
| Other commercial mortgage-backed securities | $23,863,000 | 261 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $294,117,000 | 424 |
| Total debt securities | $294,116,000 | 475 |
| Structured notes | ||
| Amortized cost | $3,018,000 | 325 |
| Fair value | $2,957,000 | 339 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $256,928,000 | 547 |
| U.S. Government securities | $163,973,000 | 558 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $163,973,000 | 525 |
| Securities issued by states & political subdivisions | $50,530,000 | 699 |
| Other domestic debt securities | $42,425,000 | 252 |
| Privately issued residential mortgage-backed securities | $37,726,000 | 62 |
| Commercial mortgage-backed securities - Total | $1,653,000 | 119 |
| Asset backed securities | $124,000 | 388 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,922,000 | 801 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,784,000 | 768 |
| Mortgage-backed securities | $163,265,000 | 431 |
| Certificates of participation in pools of residential mortgages | $15,076,000 | 1,568 |
| Issued or guaranteed by U.S. | $15,076,000 | 1,554 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $117,995,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $80,269,000 | 287 |
| Privately issued | $37,726,000 | 56 |
| Commercial mortgage-backed securities | $30,194,000 | 335 |
| Commercial mortgage pass-through securities | $5,432,000 | 558 |
| Other commercial mortgage-backed securities | $24,762,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $256,928,000 | 482 |
| Total debt securities | $256,929,000 | 540 |
| Structured notes | ||
| Amortized cost | $3,022,000 | 337 |
| Fair value | $2,922,000 | 351 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $239,633,000 | 586 |
| U.S. Government securities | $143,197,000 | 639 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $143,197,000 | 601 |
| Securities issued by states & political subdivisions | $51,562,000 | 682 |
| Other domestic debt securities | $44,874,000 | 239 |
| Privately issued residential mortgage-backed securities | $38,937,000 | 62 |
| Commercial mortgage-backed securities - Total | $1,797,000 | 111 |
| Asset backed securities | $166,000 | 374 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,974,000 | 673 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,136,000 | 753 |
| Mortgage-backed securities | $148,274,000 | 459 |
| Certificates of participation in pools of residential mortgages | $12,037,000 | 1,828 |
| Issued or guaranteed by U.S. | $12,037,000 | 1,817 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $106,652,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $67,715,000 | 308 |
| Privately issued | $38,937,000 | 57 |
| Commercial mortgage-backed securities | $29,585,000 | 340 |
| Commercial mortgage pass-through securities | $5,418,000 | 551 |
| Other commercial mortgage-backed securities | $24,167,000 | 239 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $239,633,000 | 515 |
| Total debt securities | $239,633,000 | 578 |
| Structured notes | ||
| Amortized cost | $3,026,000 | 334 |
| Fair value | $2,953,000 | 341 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $247,639,000 | 571 |
| U.S. Government securities | $148,901,000 | 616 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $148,901,000 | 575 |
| Securities issued by states & political subdivisions | $58,479,000 | 630 |
| Other domestic debt securities | $40,259,000 | 269 |
| Privately issued residential mortgage-backed securities | $34,129,000 | 82 |
| Commercial mortgage-backed securities - Total | $1,924,000 | 99 |
| Asset backed securities | $220,000 | 359 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,986,000 | 678 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,117,000 | 885 |
| Mortgage-backed securities | $145,960,000 | 465 |
| Certificates of participation in pools of residential mortgages | $12,563,000 | 1,833 |
| Issued or guaranteed by U.S. | $12,563,000 | 1,758 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $103,184,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $69,055,000 | 308 |
| Privately issued | $34,129,000 | 61 |
| Commercial mortgage-backed securities | $30,213,000 | 313 |
| Commercial mortgage pass-through securities | $5,471,000 | 523 |
| Other commercial mortgage-backed securities | $24,742,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $247,639,000 | 501 |
| Total debt securities | $247,640,000 | 564 |
| Structured notes | ||
| Amortized cost | $3,030,000 | 334 |
| Fair value | $2,957,000 | 341 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $255,917,000 | 564 |
| U.S. Government securities | $154,565,000 | 608 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $154,565,000 | 573 |
| Securities issued by states & political subdivisions | $59,407,000 | 627 |
| Other domestic debt securities | $41,945,000 | 242 |
| Privately issued residential mortgage-backed securities | $35,682,000 | 64 |
| Commercial mortgage-backed securities - Total | $2,020,000 | 97 |
| Asset backed securities | $285,000 | 344 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $3,958,000 | 709 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,603,000 | 886 |
| Mortgage-backed securities | $151,087,000 | 459 |
| Certificates of participation in pools of residential mortgages | $13,423,000 | 1,798 |
| Issued or guaranteed by U.S. | $13,423,000 | 1,796 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $106,608,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $70,926,000 | 302 |
| Privately issued | $35,682,000 | 60 |
| Commercial mortgage-backed securities | $31,056,000 | 289 |
| Commercial mortgage pass-through securities | $5,536,000 | 416 |
| Other commercial mortgage-backed securities | $25,520,000 | 220 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $255,917,000 | 497 |
| Total debt securities | $255,917,000 | 555 |
| Structured notes | ||
| Amortized cost | $3,035,000 | 325 |
| Fair value | $2,920,000 | 339 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $267,954,000 | 543 |
| U.S. Government securities | $141,115,000 | 660 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $141,115,000 | 616 |
| Securities issued by states & political subdivisions | $78,845,000 | 453 |
| Other domestic debt securities | $45,827,000 | 223 |
| Privately issued residential mortgage-backed securities | $38,066,000 | 62 |
| Commercial mortgage-backed securities - Total | $2,420,000 | 91 |
| Asset backed securities | $349,000 | 313 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,992,000 | 628 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,167,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,625,000 | 885 |
| Mortgage-backed securities | $141,232,000 | 477 |
| Certificates of participation in pools of residential mortgages | $14,204,000 | 1,761 |
| Issued or guaranteed by U.S. | $14,204,000 | 1,760 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $96,485,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $58,419,000 | 339 |
| Privately issued | $38,066,000 | 59 |
| Commercial mortgage-backed securities | $30,543,000 | 287 |
| Commercial mortgage pass-through securities | $3,903,000 | 497 |
| Other commercial mortgage-backed securities | $26,640,000 | 207 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $267,954,000 | 478 |
| Total debt securities | $265,787,000 | 541 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $263,218,000 | 552 |
| U.S. Government securities | $126,052,000 | 733 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $126,052,000 | 696 |
| Securities issued by states & political subdivisions | $84,573,000 | 420 |
| Other domestic debt securities | $50,430,000 | 209 |
| Privately issued residential mortgage-backed securities | $36,459,000 | 64 |
| Commercial mortgage-backed securities - Total | $5,336,000 | 75 |
| Asset backed securities | $1,667,000 | 231 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $6,968,000 | 543 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,163,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,466,000 | 873 |
| Mortgage-backed securities | $131,373,000 | 508 |
| Certificates of participation in pools of residential mortgages | $15,828,000 | 1,701 |
| Issued or guaranteed by U.S. | $15,828,000 | 1,700 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $85,443,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $48,984,000 | 384 |
| Privately issued | $36,459,000 | 60 |
| Commercial mortgage-backed securities | $30,102,000 | 281 |
| Commercial mortgage pass-through securities | $3,953,000 | 493 |
| Other commercial mortgage-backed securities | $26,149,000 | 201 |
| Held to maturity securities (book value) | $30,724,000 | 529 |
| Available-for-sale securities (fair market value) | $232,494,000 | 541 |
| Total debt securities | $261,053,000 | 551 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $240,938,000 | 608 |
| U.S. Government securities | $107,393,000 | 854 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $107,393,000 | 813 |
| Securities issued by states & political subdivisions | $89,729,000 | 407 |
| Other domestic debt securities | $41,665,000 | 243 |
| Privately issued residential mortgage-backed securities | $27,152,000 | 75 |
| Commercial mortgage-backed securities - Total | $4,481,000 | 74 |
| Asset backed securities | $1,720,000 | 217 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $8,312,000 | 498 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,151,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,248,000 | 971 |
| Mortgage-backed securities | $114,796,000 | 589 |
| Certificates of participation in pools of residential mortgages | $24,666,000 | 1,291 |
| Issued or guaranteed by U.S. | $24,666,000 | 1,290 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $62,732,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $35,580,000 | 492 |
| Privately issued | $27,152,000 | 72 |
| Commercial mortgage-backed securities | $27,398,000 | 289 |
| Commercial mortgage pass-through securities | $3,977,000 | 478 |
| Other commercial mortgage-backed securities | $23,421,000 | 202 |
| Held to maturity securities (book value) | $31,329,000 | 532 |
| Available-for-sale securities (fair market value) | $209,609,000 | 605 |
| Total debt securities | $238,787,000 | 601 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $212,791,000 | 688 |
| U.S. Government securities | $82,816,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $82,816,000 | 1,028 |
| Securities issued by states & political subdivisions | $86,919,000 | 420 |
| Other domestic debt securities | $40,918,000 | 254 |
| Privately issued residential mortgage-backed securities | $27,106,000 | 77 |
| Commercial mortgage-backed securities - Total | $1,489,000 | 107 |
| Asset backed securities | $1,875,000 | 220 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $10,448,000 | 423 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,138,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,146,000 | 970 |
| Mortgage-backed securities | $98,915,000 | 665 |
| Certificates of participation in pools of residential mortgages | $19,537,000 | 1,551 |
| Issued or guaranteed by U.S. | $19,537,000 | 1,551 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $57,099,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $29,993,000 | 546 |
| Privately issued | $27,106,000 | 73 |
| Commercial mortgage-backed securities | $22,279,000 | 314 |
| Commercial mortgage pass-through securities | $5,756,000 | 388 |
| Other commercial mortgage-backed securities | $16,523,000 | 238 |
| Held to maturity securities (book value) | $31,257,000 | 544 |
| Available-for-sale securities (fair market value) | $181,534,000 | 717 |
| Total debt securities | $210,653,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $206,361,000 | 696 |
| U.S. Government securities | $65,558,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $65,558,000 | 1,229 |
| Securities issued by states & political subdivisions | $90,616,000 | 397 |
| Other domestic debt securities | $48,055,000 | 215 |
| Privately issued residential mortgage-backed securities | $28,428,000 | 76 |
| Commercial mortgage-backed securities - Total | $1,485,000 | 104 |
| Asset backed securities | $2,027,000 | 210 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $16,115,000 | 312 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,132,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,543,000 | 1,325 |
| Mortgage-backed securities | $85,118,000 | 748 |
| Certificates of participation in pools of residential mortgages | $23,228,000 | 1,390 |
| Issued or guaranteed by U.S. | $23,228,000 | 1,390 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $43,498,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $15,070,000 | 847 |
| Privately issued | $28,428,000 | 73 |
| Commercial mortgage-backed securities | $18,392,000 | 334 |
| Commercial mortgage pass-through securities | $2,878,000 | 518 |
| Other commercial mortgage-backed securities | $15,514,000 | 241 |
| Held to maturity securities (book value) | $31,187,000 | 549 |
| Available-for-sale securities (fair market value) | $175,174,000 | 725 |
| Total debt securities | $204,229,000 | 694 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $188,211,000 | 781 |
| U.S. Government securities | $47,231,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $47,231,000 | 1,576 |
| Securities issued by states & political subdivisions | $91,722,000 | 396 |
| Other domestic debt securities | $47,096,000 | 222 |
| Privately issued residential mortgage-backed securities | $27,102,000 | 85 |
| Commercial mortgage-backed securities - Total | $1,494,000 | 95 |
| Asset backed securities | $2,154,000 | 206 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $16,346,000 | 315 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,162,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,787,000 | 1,221 |
| Mortgage-backed securities | $70,300,000 | 867 |
| Certificates of participation in pools of residential mortgages | $13,922,000 | 1,917 |
| Issued or guaranteed by U.S. | $13,922,000 | 1,917 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,767,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $9,665,000 | 1,121 |
| Privately issued | $27,102,000 | 82 |
| Commercial mortgage-backed securities | $19,611,000 | 321 |
| Commercial mortgage pass-through securities | $3,357,000 | 450 |
| Other commercial mortgage-backed securities | $16,254,000 | 217 |
| Held to maturity securities (book value) | $31,771,000 | 545 |
| Available-for-sale securities (fair market value) | $156,440,000 | 802 |
| Total debt securities | $186,049,000 | 778 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $193,320,000 | 754 |
| U.S. Government securities | $48,163,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $48,163,000 | 1,599 |
| Securities issued by states & political subdivisions | $94,431,000 | 379 |
| Other domestic debt securities | $48,566,000 | 225 |
| Privately issued residential mortgage-backed securities | $22,432,000 | 95 |
| Commercial mortgage-backed securities - Total | $1,494,000 | 108 |
| Asset backed securities | $2,327,000 | 202 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $22,313,000 | 254 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,160,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,643,000 | 1,114 |
| Mortgage-backed securities | $59,880,000 | 987 |
| Certificates of participation in pools of residential mortgages | $12,395,000 | 2,076 |
| Issued or guaranteed by U.S. | $12,395,000 | 2,072 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $31,548,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $9,116,000 | 1,164 |
| Privately issued | $22,432,000 | 89 |
| Commercial mortgage-backed securities | $15,937,000 | 330 |
| Commercial mortgage pass-through securities | $1,072,000 | 615 |
| Other commercial mortgage-backed securities | $14,865,000 | 216 |
| Held to maturity securities (book value) | $35,415,000 | 526 |
| Available-for-sale securities (fair market value) | $157,905,000 | 800 |
| Total debt securities | $191,160,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $209,608,000 | 696 |
| U.S. Government securities | $52,930,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $52,930,000 | 1,532 |
| Securities issued by states & political subdivisions | $96,645,000 | 359 |
| Other domestic debt securities | $57,886,000 | 190 |
| Privately issued residential mortgage-backed securities | $25,962,000 | 87 |
| Commercial mortgage-backed securities - Total | $3,043,000 | 92 |
| Asset backed securities | $5,116,000 | 155 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $23,765,000 | 237 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,147,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,748,000 | 1,190 |
| Mortgage-backed securities | $66,291,000 | 901 |
| Certificates of participation in pools of residential mortgages | $15,011,000 | 1,877 |
| Issued or guaranteed by U.S. | $15,011,000 | 1,876 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $35,645,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $9,683,000 | 1,128 |
| Privately issued | $25,962,000 | 83 |
| Commercial mortgage-backed securities | $15,635,000 | 325 |
| Commercial mortgage pass-through securities | $1,065,000 | 597 |
| Other commercial mortgage-backed securities | $14,570,000 | 206 |
| Held to maturity securities (book value) | $35,357,000 | 548 |
| Available-for-sale securities (fair market value) | $174,251,000 | 742 |
| Total debt securities | $207,461,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $194,929,000 | 760 |
| U.S. Government securities | $34,518,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $34,518,000 | 2,151 |
| Securities issued by states & political subdivisions | $97,003,000 | 357 |
| Other domestic debt securities | $61,283,000 | 179 |
| Privately issued residential mortgage-backed securities | $19,539,000 | 89 |
| Commercial mortgage-backed securities - Total | $1,516,000 | 96 |
| Asset backed securities | $6,450,000 | 150 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $33,778,000 | 191 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,125,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,803,000 | 1,165 |
| Mortgage-backed securities | $44,905,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $10,005,000 | 2,329 |
| Issued or guaranteed by U.S. | $10,005,000 | 2,326 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,132,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $2,593,000 | 2,021 |
| Privately issued | $19,539,000 | 85 |
| Commercial mortgage-backed securities | $12,768,000 | 346 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $12,768,000 | 205 |
| Held to maturity securities (book value) | $35,899,000 | 551 |
| Available-for-sale securities (fair market value) | $159,030,000 | 805 |
| Total debt securities | $192,804,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $193,402,000 | 771 |
| U.S. Government securities | $32,930,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $32,930,000 | 2,261 |
| Securities issued by states & political subdivisions | $93,546,000 | 367 |
| Other domestic debt securities | $64,794,000 | 178 |
| Privately issued residential mortgage-backed securities | $18,762,000 | 92 |
| Commercial mortgage-backed securities - Total | $2,643,000 | 94 |
| Asset backed securities | $6,830,000 | 153 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $36,559,000 | 173 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,132,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,490,000 | 1,143 |
| Mortgage-backed securities | $43,324,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $10,536,000 | 2,304 |
| Issued or guaranteed by U.S. | $10,536,000 | 2,303 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $21,488,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $2,726,000 | 2,007 |
| Privately issued | $18,762,000 | 89 |
| Commercial mortgage-backed securities | $11,300,000 | 345 |
| Commercial mortgage pass-through securities | $2,034,000 | 444 |
| Other commercial mortgage-backed securities | $9,266,000 | 228 |
| Held to maturity securities (book value) | $36,093,000 | 543 |
| Available-for-sale securities (fair market value) | $157,309,000 | 818 |
| Total debt securities | $191,270,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $197,418,000 | 766 |
| U.S. Government securities | $42,332,000 | 2,013 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,332,000 | 1,937 |
| Securities issued by states & political subdivisions | $87,979,000 | 380 |
| Other domestic debt securities | $62,946,000 | 182 |
| Privately issued residential mortgage-backed securities | $19,396,000 | 93 |
| Commercial mortgage-backed securities - Total | $2,879,000 | 82 |
| Asset backed securities | $9,214,000 | 136 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $31,457,000 | 185 |
| Foreign debt securities | $2,045,000 | 131 |
| Equity securities | $2,116,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,111,000 | 1,171 |
| Mortgage-backed securities | $47,242,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $14,892,000 | 1,961 |
| Issued or guaranteed by U.S. | $14,892,000 | 1,961 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,883,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $3,487,000 | 1,893 |
| Privately issued | $19,396,000 | 89 |
| Commercial mortgage-backed securities | $9,467,000 | 359 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $9,467,000 | 216 |
| Held to maturity securities (book value) | $36,655,000 | 541 |
| Available-for-sale securities (fair market value) | $160,763,000 | 820 |
| Total debt securities | $195,302,000 | 762 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $203,499,000 | 745 |
| U.S. Government securities | $45,788,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $45,788,000 | 1,862 |
| Securities issued by states & political subdivisions | $90,100,000 | 358 |
| Other domestic debt securities | $63,188,000 | 184 |
| Privately issued residential mortgage-backed securities | $18,830,000 | 94 |
| Commercial mortgage-backed securities - Total | $3,162,000 | 79 |
| Asset backed securities | $11,837,000 | 125 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $29,359,000 | 194 |
| Foreign debt securities | $2,299,000 | 130 |
| Equity securities | $2,124,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,313,000 | 1,198 |
| Mortgage-backed securities | $48,651,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $17,757,000 | 1,774 |
| Issued or guaranteed by U.S. | $17,757,000 | 1,774 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $24,094,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $5,264,000 | 1,656 |
| Privately issued | $18,830,000 | 89 |
| Commercial mortgage-backed securities | $6,800,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $6,800,000 | 249 |
| Held to maturity securities (book value) | $36,609,000 | 538 |
| Available-for-sale securities (fair market value) | $166,890,000 | 796 |
| Total debt securities | $201,375,000 | 745 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $223,792,000 | 668 |
| U.S. Government securities | $49,907,000 | 1,820 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $49,907,000 | 1,745 |
| Securities issued by states & political subdivisions | $91,167,000 | 346 |
| Other domestic debt securities | $80,610,000 | 159 |
| Privately issued residential mortgage-backed securities | $21,157,000 | 87 |
| Commercial mortgage-backed securities - Total | $6,085,000 | 65 |
| Asset backed securities | $15,635,000 | 109 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $37,733,000 | 165 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,108,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,572,000 | 1,181 |
| Mortgage-backed securities | $57,408,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $18,527,000 | 1,765 |
| Issued or guaranteed by U.S. | $18,527,000 | 1,763 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $28,488,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $7,331,000 | 1,451 |
| Privately issued | $21,157,000 | 80 |
| Commercial mortgage-backed securities | $10,393,000 | 320 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $10,393,000 | 184 |
| Held to maturity securities (book value) | $36,806,000 | 533 |
| Available-for-sale securities (fair market value) | $186,986,000 | 686 |
| Total debt securities | $221,684,000 | 665 |
| Structured notes | ||
| Amortized cost | $2,402,000 | 1,001 |
| Fair value | $2,394,000 | 1,002 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $226,267,000 | 667 |
| U.S. Government securities | $53,879,000 | 1,747 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $53,879,000 | 1,675 |
| Securities issued by states & political subdivisions | $94,049,000 | 331 |
| Other domestic debt securities | $76,247,000 | 158 |
| Privately issued residential mortgage-backed securities | $17,733,000 | 96 |
| Commercial mortgage-backed securities - Total | $6,795,000 | 67 |
| Asset backed securities | $12,004,000 | 127 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $39,715,000 | 163 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,092,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,754,000 | 1,102 |
| Mortgage-backed securities | $57,599,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $21,324,000 | 1,658 |
| Issued or guaranteed by U.S. | $21,324,000 | 1,657 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $25,175,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $7,442,000 | 1,461 |
| Privately issued | $17,733,000 | 91 |
| Commercial mortgage-backed securities | $11,100,000 | 305 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $11,100,000 | 169 |
| Held to maturity securities (book value) | $36,888,000 | 540 |
| Available-for-sale securities (fair market value) | $189,379,000 | 685 |
| Total debt securities | $224,175,000 | 660 |
| Structured notes | ||
| Amortized cost | $3,401,000 | 908 |
| Fair value | $3,353,000 | 910 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $225,717,000 | 673 |
| U.S. Government securities | $49,404,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $49,404,000 | 1,822 |
| Securities issued by states & political subdivisions | $92,399,000 | 334 |
| Other domestic debt securities | $81,824,000 | 153 |
| Privately issued residential mortgage-backed securities | $21,675,000 | 95 |
| Commercial mortgage-backed securities - Total | $7,491,000 | 66 |
| Asset backed securities | $10,493,000 | 141 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $42,165,000 | 160 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,090,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,882,000 | 1,129 |
| Mortgage-backed securities | $55,630,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $20,089,000 | 1,771 |
| Issued or guaranteed by U.S. | $20,089,000 | 1,769 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,708,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $4,033,000 | 1,933 |
| Privately issued | $21,675,000 | 90 |
| Commercial mortgage-backed securities | $9,833,000 | 325 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $9,833,000 | 178 |
| Held to maturity securities (book value) | $37,031,000 | 532 |
| Available-for-sale securities (fair market value) | $188,686,000 | 693 |
| Total debt securities | $223,627,000 | 673 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 952 |
| Fair value | $3,329,000 | 951 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $240,994,000 | 634 |
| U.S. Government securities | $54,688,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,688,000 | 1,683 |
| Securities issued by states & political subdivisions | $93,439,000 | 327 |
| Other domestic debt securities | $90,797,000 | 147 |
| Privately issued residential mortgage-backed securities | $24,028,000 | 89 |
| Commercial mortgage-backed securities - Total | $5,319,000 | 75 |
| Asset backed securities | $11,898,000 | 137 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $49,552,000 | 146 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,070,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,837,000 | 947 |
| Mortgage-backed securities | $63,511,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $22,936,000 | 1,611 |
| Issued or guaranteed by U.S. | $22,936,000 | 1,611 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $30,169,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,630 |
| Privately issued | $24,028,000 | 84 |
| Commercial mortgage-backed securities | $10,406,000 | 292 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $10,406,000 | 162 |
| Held to maturity securities (book value) | $36,984,000 | 520 |
| Available-for-sale securities (fair market value) | $204,010,000 | 660 |
| Total debt securities | $238,924,000 | 630 |
| Structured notes | ||
| Amortized cost | $3,399,000 | 960 |
| Fair value | $3,321,000 | 952 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $253,336,000 | 613 |
| U.S. Government securities | $61,816,000 | 1,541 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,816,000 | 1,489 |
| Securities issued by states & political subdivisions | $95,905,000 | 310 |
| Other domestic debt securities | $93,557,000 | 146 |
| Privately issued residential mortgage-backed securities | $24,755,000 | 92 |
| Commercial mortgage-backed securities - Total | $4,717,000 | 82 |
| Asset backed securities | $15,855,000 | 119 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $48,230,000 | 149 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,058,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,244,000 | 1,270 |
| Mortgage-backed securities | $73,463,000 | 895 |
| Certificates of participation in pools of residential mortgages | $20,993,000 | 1,699 |
| Issued or guaranteed by U.S. | $20,993,000 | 1,698 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $30,348,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $5,593,000 | 1,695 |
| Privately issued | $24,755,000 | 87 |
| Commercial mortgage-backed securities | $22,122,000 | 174 |
| Commercial mortgage pass-through securities | $12,371,000 | 136 |
| Other commercial mortgage-backed securities | $9,751,000 | 160 |
| Held to maturity securities (book value) | $36,696,000 | 505 |
| Available-for-sale securities (fair market value) | $216,640,000 | 615 |
| Total debt securities | $251,278,000 | 609 |
| Structured notes | ||
| Amortized cost | $3,398,000 | 934 |
| Fair value | $3,289,000 | 924 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $244,456,000 | 632 |
| U.S. Government securities | $53,225,000 | 1,789 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,225,000 | 1,737 |
| Securities issued by states & political subdivisions | $96,307,000 | 301 |
| Other domestic debt securities | $92,858,000 | 153 |
| Privately issued residential mortgage-backed securities | $20,606,000 | 105 |
| Commercial mortgage-backed securities - Total | $4,832,000 | 82 |
| Asset backed securities | $14,870,000 | 126 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $52,550,000 | 148 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,066,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,741,000 | 1,183 |
| Mortgage-backed securities | $66,859,000 | 980 |
| Certificates of participation in pools of residential mortgages | $15,591,000 | 2,112 |
| Issued or guaranteed by U.S. | $15,591,000 | 2,110 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $27,644,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $7,038,000 | 1,550 |
| Privately issued | $20,606,000 | 97 |
| Commercial mortgage-backed securities | $23,624,000 | 162 |
| Commercial mortgage pass-through securities | $15,581,000 | 112 |
| Other commercial mortgage-backed securities | $8,043,000 | 174 |
| Held to maturity securities (book value) | $34,814,000 | 510 |
| Available-for-sale securities (fair market value) | $209,642,000 | 647 |
| Total debt securities | $242,390,000 | 628 |
| Structured notes | ||
| Amortized cost | $3,397,000 | 931 |
| Fair value | $3,256,000 | 930 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $253,338,000 | 610 |
| U.S. Government securities | $41,016,000 | 2,190 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $41,016,000 | 2,129 |
| Securities issued by states & political subdivisions | $103,495,000 | 270 |
| Other domestic debt securities | $106,761,000 | 141 |
| Privately issued residential mortgage-backed securities | $22,607,000 | 103 |
| Commercial mortgage-backed securities - Total | $3,350,000 | 92 |
| Asset backed securities | $13,880,000 | 121 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $66,924,000 | 118 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,066,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,713,000 | 1,195 |
| Mortgage-backed securities | $61,110,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 2,330 |
| Issued or guaranteed by U.S. | $12,778,000 | 2,329 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,078,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $3,471,000 | 2,088 |
| Privately issued | $22,607,000 | 97 |
| Commercial mortgage-backed securities | $22,254,000 | 161 |
| Commercial mortgage pass-through securities | $15,630,000 | 109 |
| Other commercial mortgage-backed securities | $6,624,000 | 170 |
| Held to maturity securities (book value) | $34,843,000 | 475 |
| Available-for-sale securities (fair market value) | $218,495,000 | 636 |
| Total debt securities | $251,272,000 | 607 |
| Structured notes | ||
| Amortized cost | $4,394,000 | 789 |
| Fair value | $4,255,000 | 787 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $256,372,000 | 615 |
| U.S. Government securities | $54,000,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $54,000,000 | 1,726 |
| Securities issued by states & political subdivisions | $100,102,000 | 275 |
| Other domestic debt securities | $100,174,000 | 145 |
| Privately issued residential mortgage-backed securities | $17,963,000 | 127 |
| Commercial mortgage-backed securities - Total | $3,423,000 | 94 |
| Asset backed securities | $13,932,000 | 112 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $64,856,000 | 118 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,096,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,169,000 | 985 |
| Mortgage-backed securities | $67,253,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $18,701,000 | 1,896 |
| Issued or guaranteed by U.S. | $18,701,000 | 1,895 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $29,271,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $11,308,000 | 1,275 |
| Privately issued | $17,963,000 | 121 |
| Commercial mortgage-backed securities | $19,281,000 | 162 |
| Commercial mortgage pass-through securities | $12,654,000 | 121 |
| Other commercial mortgage-backed securities | $6,627,000 | 146 |
| Held to maturity securities (book value) | $34,526,000 | 460 |
| Available-for-sale securities (fair market value) | $221,846,000 | 635 |
| Total debt securities | $254,276,000 | 607 |
| Structured notes | ||
| Amortized cost | $4,643,000 | 753 |
| Fair value | $4,595,000 | 755 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $228,837,000 | 666 |
| U.S. Government securities | $41,977,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,977,000 | 2,086 |
| Securities issued by states & political subdivisions | $89,967,000 | 312 |
| Other domestic debt securities | $94,795,000 | 150 |
| Privately issued residential mortgage-backed securities | $16,481,000 | 150 |
| Commercial mortgage-backed securities - Total | $3,398,000 | 92 |
| Asset backed securities | $13,362,000 | 106 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $61,554,000 | 108 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,098,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,283,000 | 1,068 |
| Mortgage-backed securities | $55,855,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $8,837,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,837,000 | 2,826 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $33,029,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $16,548,000 | 1,064 |
| Privately issued | $16,481,000 | 144 |
| Commercial mortgage-backed securities | $13,989,000 | 165 |
| Commercial mortgage pass-through securities | $10,591,000 | 115 |
| Other commercial mortgage-backed securities | $3,398,000 | 171 |
| Held to maturity securities (book value) | $31,483,000 | 491 |
| Available-for-sale securities (fair market value) | $197,354,000 | 687 |
| Total debt securities | $226,739,000 | 662 |
| Structured notes | ||
| Amortized cost | $4,392,000 | 817 |
| Fair value | $4,383,000 | 816 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $213,736,000 | 724 |
| U.S. Government securities | $40,001,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,001,000 | 2,227 |
| Securities issued by states & political subdivisions | $86,827,000 | 311 |
| Other domestic debt securities | $85,307,000 | 162 |
| Privately issued residential mortgage-backed securities | $15,964,000 | 160 |
| Commercial mortgage-backed securities - Total | $4,302,000 | 86 |
| Asset backed securities | $15,294,000 | 98 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $49,747,000 | 148 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,601,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,672,000 | 971 |
| Mortgage-backed securities | $59,576,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $12,851,000 | 2,465 |
| Issued or guaranteed by U.S. | $12,851,000 | 2,464 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $33,887,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $17,923,000 | 1,063 |
| Privately issued | $15,964,000 | 156 |
| Commercial mortgage-backed securities | $12,838,000 | 164 |
| Commercial mortgage pass-through securities | $7,614,000 | 119 |
| Other commercial mortgage-backed securities | $5,224,000 | 152 |
| Held to maturity securities (book value) | $18,808,000 | 692 |
| Available-for-sale securities (fair market value) | $194,928,000 | 703 |
| Total debt securities | $212,135,000 | 719 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,921 |
| Fair value | $996,000 | 1,913 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $201,348,000 | 754 |
| U.S. Government securities | $35,742,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,742,000 | 2,473 |
| Securities issued by states & political subdivisions | $76,179,000 | 364 |
| Other domestic debt securities | $88,344,000 | 163 |
| Privately issued residential mortgage-backed securities | $18,794,000 | 153 |
| Commercial mortgage-backed securities - Total | $4,718,000 | 84 |
| Asset backed securities | $15,355,000 | 89 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $49,477,000 | 141 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,083,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,610,000 | 1,101 |
| Mortgage-backed securities | $58,482,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $10,639,000 | 2,747 |
| Issued or guaranteed by U.S. | $10,639,000 | 2,747 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $40,073,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $21,279,000 | 947 |
| Privately issued | $18,794,000 | 148 |
| Commercial mortgage-backed securities | $7,770,000 | 198 |
| Commercial mortgage pass-through securities | $2,130,000 | 219 |
| Other commercial mortgage-backed securities | $5,640,000 | 133 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $201,348,000 | 675 |
| Total debt securities | $200,265,000 | 747 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,368 |
| Fair value | $2,439,000 | 1,397 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $192,880,000 | 803 |
| U.S. Government securities | $40,272,000 | 2,312 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,272,000 | 2,260 |
| Securities issued by states & political subdivisions | $72,368,000 | 369 |
| Other domestic debt securities | $79,177,000 | 172 |
| Privately issued residential mortgage-backed securities | $8,903,000 | 266 |
| Commercial mortgage-backed securities - Total | $12,319,000 | 58 |
| Asset backed securities | $11,734,000 | 91 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $46,221,000 | 147 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,063,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,738,000 | 1,080 |
| Mortgage-backed securities | $60,735,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $13,652,000 | 2,395 |
| Issued or guaranteed by U.S. | $13,652,000 | 2,391 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $34,764,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $25,861,000 | 856 |
| Privately issued | $8,903,000 | 259 |
| Commercial mortgage-backed securities | $12,319,000 | 140 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $12,319,000 | 83 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $192,880,000 | 724 |
| Total debt securities | $191,817,000 | 799 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,560 |
| Fair value | $2,420,000 | 1,585 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $203,524,000 | 741 |
| U.S. Government securities | $55,329,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $55,329,000 | 1,703 |
| Securities issued by states & political subdivisions | $77,326,000 | 336 |
| Other domestic debt securities | $69,817,000 | 197 |
| Privately issued residential mortgage-backed securities | $6,121,000 | 389 |
| Commercial mortgage-backed securities - Total | $13,478,000 | 47 |
| Asset backed securities | $9,399,000 | 77 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $40,819,000 | 150 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,052,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,445,000 | 1,008 |
| Mortgage-backed securities | $74,089,000 | 958 |
| Certificates of participation in pools of residential mortgages | $14,341,000 | 2,238 |
| Issued or guaranteed by U.S. | $14,341,000 | 2,233 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $46,270,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $40,149,000 | 588 |
| Privately issued | $6,121,000 | 373 |
| Commercial mortgage-backed securities | $13,478,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $13,478,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $203,524,000 | 658 |
| Total debt securities | $202,472,000 | 735 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,421,000 | 1,976 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $165,754,000 | 875 |
| U.S. Government securities | $48,215,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $48,215,000 | 1,836 |
| Securities issued by states & political subdivisions | $60,417,000 | 425 |
| Other domestic debt securities | $56,029,000 | 235 |
| Privately issued residential mortgage-backed securities | $1,967,000 | 647 |
| Commercial mortgage-backed securities - Total | $14,289,000 | 40 |
| Asset backed securities | $4,252,000 | 96 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $35,521,000 | 164 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,093,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,743,000 | 843 |
| Mortgage-backed securities | $60,458,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $13,741,000 | 2,228 |
| Issued or guaranteed by U.S. | $13,741,000 | 2,222 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $32,428,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $30,461,000 | 702 |
| Privately issued | $1,967,000 | 610 |
| Commercial mortgage-backed securities | $14,289,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $14,289,000 | 60 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $165,754,000 | 774 |
| Total debt securities | $164,661,000 | 869 |
| Structured notes | ||
| Amortized cost | $3,486,000 | 1,358 |
| Fair value | $3,507,000 | 1,336 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $162,234,000 | 892 |
| U.S. Government securities | $58,976,000 | 1,632 |
| U.S. Treasury securities | $3,998,000 | 540 |
| U.S. Government agency obligations | $54,978,000 | 1,658 |
| Securities issued by states & political subdivisions | $57,880,000 | 424 |
| Other domestic debt securities | $44,310,000 | 262 |
| Privately issued residential mortgage-backed securities | $2,316,000 | 620 |
| Commercial mortgage-backed securities - Total | $14,229,000 | 35 |
| Asset backed securities | $4,334,000 | 85 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $23,431,000 | 207 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,068,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,556,000 | 701 |
| Mortgage-backed securities | $53,539,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $13,828,000 | 2,170 |
| Issued or guaranteed by U.S. | $13,828,000 | 2,167 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,482,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $23,166,000 | 820 |
| Privately issued | $2,316,000 | 588 |
| Commercial mortgage-backed securities | $14,229,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $14,229,000 | 50 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $162,234,000 | 790 |
| Total debt securities | $161,166,000 | 889 |
| Structured notes | ||
| Amortized cost | $7,476,000 | 865 |
| Fair value | $7,461,000 | 861 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $185,767,000 | 788 |
| U.S. Government securities | $91,755,000 | 1,089 |
| U.S. Treasury securities | $3,894,000 | 576 |
| U.S. Government agency obligations | $87,861,000 | 1,084 |
| Securities issued by states & political subdivisions | $62,136,000 | 376 |
| Other domestic debt securities | $31,826,000 | 335 |
| Privately issued residential mortgage-backed securities | $3,628,000 | 554 |
| Commercial mortgage-backed securities - Total | $898,000 | 64 |
| Asset backed securities | $4,467,000 | 86 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $22,833,000 | 215 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $50,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,863,000 | 674 |
| Mortgage-backed securities | $66,986,000 | 952 |
| Certificates of participation in pools of residential mortgages | $21,377,000 | 1,547 |
| Issued or guaranteed by U.S. | $21,377,000 | 1,542 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $44,711,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $41,083,000 | 561 |
| Privately issued | $3,628,000 | 531 |
| Commercial mortgage-backed securities | $898,000 | 289 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $898,000 | 112 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $185,767,000 | 690 |
| Total debt securities | $185,717,000 | 778 |
| Structured notes | ||
| Amortized cost | $10,974,000 | 670 |
| Fair value | $10,841,000 | 667 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $189,285,000 | 743 |
| U.S. Government securities | $86,228,000 | 1,094 |
| U.S. Treasury securities | $4,912,000 | 520 |
| U.S. Government agency obligations | $81,316,000 | 1,102 |
| Securities issued by states & political subdivisions | $64,151,000 | 353 |
| Other domestic debt securities | $38,856,000 | 313 |
| Privately issued residential mortgage-backed securities | $4,431,000 | 538 |
| Commercial mortgage-backed securities - Total | $919,000 | 263 |
| Asset backed securities | $4,549,000 | 77 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $28,957,000 | 179 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $50,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,830,000 | 569 |
| Mortgage-backed securities | $65,247,000 | 933 |
| Certificates of participation in pools of residential mortgages | $21,148,000 | 1,495 |
| Issued or guaranteed by U.S. | $21,148,000 | 1,489 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $43,180,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $38,749,000 | 556 |
| Privately issued | $4,431,000 | 514 |
| Commercial mortgage-backed securities | $919,000 | 263 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $919,000 | 88 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $189,285,000 | 654 |
| Total debt securities | $189,235,000 | 735 |
| Structured notes | ||
| Amortized cost | $5,477,000 | 1,068 |
| Fair value | $5,477,000 | 1,042 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $166,975,000 | 813 |
| U.S. Government securities | $91,499,000 | 1,008 |
| U.S. Treasury securities | $4,105,000 | 506 |
| U.S. Government agency obligations | $87,394,000 | 1,002 |
| Securities issued by states & political subdivisions | $65,114,000 | 333 |
| Other domestic debt securities | $10,312,000 | 749 |
| Privately issued residential mortgage-backed securities | $5,505,000 | 540 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $4,807,000 | 80 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $50,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,194,000 | 427 |
| Mortgage-backed securities | $65,735,000 | 925 |
| Certificates of participation in pools of residential mortgages | $10,768,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,768,000 | 2,316 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,967,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $49,462,000 | 459 |
| Privately issued | $5,505,000 | 517 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $166,975,000 | 711 |
| Total debt securities | $166,925,000 | 804 |
| Structured notes | ||
| Amortized cost | $24,995,000 | 209 |
| Fair value | $25,162,000 | 207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $176,051,000 | 770 |
| U.S. Government securities | $106,610,000 | 894 |
| U.S. Treasury securities | $1,013,000 | 805 |
| U.S. Government agency obligations | $105,597,000 | 862 |
| Securities issued by states & political subdivisions | $58,335,000 | 367 |
| Other domestic debt securities | $11,056,000 | 728 |
| Privately issued residential mortgage-backed securities | $5,941,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $5,115,000 | 73 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $50,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,756,000 | 403 |
| Mortgage-backed securities | $77,733,000 | 792 |
| Certificates of participation in pools of residential mortgages | $11,369,000 | 2,255 |
| Issued or guaranteed by U.S. | $11,369,000 | 2,249 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $66,364,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $60,423,000 | 379 |
| Privately issued | $5,941,000 | 531 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $176,051,000 | 666 |
| Total debt securities | $176,001,000 | 759 |
| Structured notes | ||
| Amortized cost | $31,732,000 | 172 |
| Fair value | $31,794,000 | 173 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $77,621,000 | 1,661 |
| U.S. Government securities | $31,657,000 | 2,602 |
| U.S. Treasury securities | $1,007,000 | 807 |
| U.S. Government agency obligations | $30,650,000 | 2,593 |
| Securities issued by states & political subdivisions | $35,441,000 | 665 |
| Other domestic debt securities | $10,473,000 | 775 |
| Privately issued residential mortgage-backed securities | $6,144,000 | 569 |
| Commercial mortgage-backed securities - Total | $2,009,000 | 174 |
| Asset backed securities | $2,320,000 | 88 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $50,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,291,000 | 940 |
| Mortgage-backed securities | $19,817,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $4,213,000 | 3,667 |
| Issued or guaranteed by U.S. | $4,213,000 | 3,661 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,595,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $7,451,000 | 1,343 |
| Privately issued | $6,144,000 | 549 |
| Commercial mortgage-backed securities | $2,009,000 | 174 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $2,009,000 | 74 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $77,621,000 | 1,467 |
| Total debt securities | $77,571,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $13,997,000 | 391 |
| Fair value | $13,982,000 | 387 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $80,112,000 | 1,583 |
| U.S. Government securities | $31,708,000 | 2,567 |
| U.S. Treasury securities | $1,008,000 | 746 |
| U.S. Government agency obligations | $30,700,000 | 2,563 |
| Securities issued by states & political subdivisions | $32,646,000 | 731 |
| Other domestic debt securities | $15,708,000 | 614 |
| Privately issued residential mortgage-backed securities | $7,101,000 | 557 |
| Commercial mortgage-backed securities - Total | $6,011,000 | 86 |
| Asset backed securities | $2,596,000 | 99 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $50,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,299,000 | 899 |
| Mortgage-backed securities | $28,815,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $7,562,000 | 2,952 |
| Issued or guaranteed by U.S. | $7,562,000 | 2,944 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,242,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $8,141,000 | 1,268 |
| Privately issued | $7,101,000 | 536 |
| Commercial mortgage-backed securities | $6,011,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $6,011,000 | 52 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $80,112,000 | 1,394 |
| Total debt securities | $80,062,000 | 1,561 |
| Structured notes | ||
| Amortized cost | $7,994,000 | 537 |
| Fair value | $7,994,000 | 524 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $86,911,000 | 1,468 |
| U.S. Government securities | $37,176,000 | 2,247 |
| U.S. Treasury securities | $1,003,000 | 726 |
| U.S. Government agency obligations | $36,173,000 | 2,233 |
| Securities issued by states & political subdivisions | $32,069,000 | 740 |
| Other domestic debt securities | $17,254,000 | 633 |
| Privately issued residential mortgage-backed securities | $9,521,000 | 521 |
| Commercial mortgage-backed securities - Total | $5,344,000 | 103 |
| Asset backed securities | $2,389,000 | 108 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $412,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,334,000 | 786 |
| Mortgage-backed securities | $40,524,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $15,100,000 | 2,121 |
| Issued or guaranteed by U.S. | $15,100,000 | 2,110 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,080,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $10,559,000 | 1,082 |
| Privately issued | $9,521,000 | 498 |
| Commercial mortgage-backed securities | $5,344,000 | 103 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $5,344,000 | 60 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $86,911,000 | 1,279 |
| Total debt securities | $86,499,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $7,499,000 | 366 |
| Fair value | $7,511,000 | 360 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $76,731,000 | 1,621 |
| U.S. Government securities | $36,722,000 | 2,216 |
| U.S. Treasury securities | $1,015,000 | 678 |
| U.S. Government agency obligations | $35,707,000 | 2,217 |
| Securities issued by states & political subdivisions | $27,658,000 | 839 |
| Other domestic debt securities | $11,100,000 | 860 |
| Privately issued residential mortgage-backed securities | $2,143,000 | 950 |
| Commercial mortgage-backed securities - Total | $6,603,000 | 90 |
| Asset backed securities | $2,354,000 | 124 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,251,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,295,000 | 783 |
| Mortgage-backed securities | $41,499,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $21,911,000 | 1,654 |
| Issued or guaranteed by U.S. | $21,911,000 | 1,647 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,985,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $10,842,000 | 1,046 |
| Privately issued | $2,143,000 | 912 |
| Commercial mortgage-backed securities | $6,603,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $6,603,000 | 59 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $76,731,000 | 1,405 |
| Total debt securities | $75,480,000 | 1,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $123,538,000 | 1,018 |
| U.S. Government securities | $69,132,000 | 1,257 |
| U.S. Treasury securities | $1,020,000 | 627 |
| U.S. Government agency obligations | $68,112,000 | 1,241 |
| Securities issued by states & political subdivisions | $25,643,000 | 860 |
| Other domestic debt securities | $10,763,000 | 828 |
| Privately issued residential mortgage-backed securities | $10,763,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $18,000,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,646,000 | 607 |
| Mortgage-backed securities | $71,858,000 | 891 |
| Certificates of participation in pools of residential mortgages | $43,109,000 | 981 |
| Issued or guaranteed by U.S. | $43,109,000 | 971 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $28,749,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $17,986,000 | 741 |
| Privately issued | $10,763,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $123,538,000 | 874 |
| Total debt securities | $105,538,000 | 1,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $131,756,000 | 930 |
| U.S. Government securities | $95,360,000 | 895 |
| U.S. Treasury securities | $1,029,000 | 589 |
| U.S. Government agency obligations | $94,331,000 | 887 |
| Securities issued by states & political subdivisions | $31,021,000 | 672 |
| Other domestic debt securities | $5,375,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $5,375,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,627,000 | 486 |
| Mortgage-backed securities | $84,659,000 | 758 |
| Certificates of participation in pools of residential mortgages | $56,404,000 | 737 |
| Issued or guaranteed by U.S. | $56,404,000 | 729 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $28,255,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $22,880,000 | 607 |
| Privately issued | $5,375,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $131,756,000 | 793 |
| Total debt securities | $131,756,000 | 910 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $74,863,000 | 1,579 |
| U.S. Government securities | $40,063,000 | 2,018 |
| U.S. Treasury securities | $1,015,000 | 630 |
| U.S. Government agency obligations | $39,048,000 | 2,020 |
| Securities issued by states & political subdivisions | $29,427,000 | 694 |
| Other domestic debt securities | $5,373,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $5,373,000 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,550,000 | 843 |
| Mortgage-backed securities | $35,711,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $18,131,000 | 1,804 |
| Issued or guaranteed by U.S. | $18,131,000 | 1,791 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,580,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $12,207,000 | 884 |
| Privately issued | $5,373,000 | 648 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $74,863,000 | 1,364 |
| Total debt securities | $74,863,000 | 1,556 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $77,113,000 | 1,558 |
| U.S. Government securities | $38,736,000 | 2,124 |
| U.S. Treasury securities | $1,008,000 | 640 |
| U.S. Government agency obligations | $37,728,000 | 2,133 |
| Securities issued by states & political subdivisions | $30,564,000 | 683 |
| Other domestic debt securities | $7,813,000 | 986 |
| Privately issued residential mortgage-backed securities | $5,821,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,992,000 | 1,202 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,229,000 | 752 |
| Mortgage-backed securities | $31,772,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $23,007,000 | 1,512 |
| Issued or guaranteed by U.S. | $23,007,000 | 1,504 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,765,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $2,944,000 | 1,766 |
| Privately issued | $5,821,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,385,000 | 1,108 |
| Available-for-sale securities (fair market value) | $66,728,000 | 1,555 |
| Total debt securities | $77,113,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $72,510,000 | 1,636 |
| U.S. Government securities | $37,591,000 | 2,173 |
| U.S. Treasury securities | $1,030,000 | 635 |
| U.S. Government agency obligations | $36,561,000 | 2,187 |
| Securities issued by states & political subdivisions | $26,841,000 | 781 |
| Other domestic debt securities | $8,078,000 | 950 |
| Privately issued residential mortgage-backed securities | $6,103,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,160 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,435,000 | 859 |
| Mortgage-backed securities | $32,555,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $23,454,000 | 1,435 |
| Issued or guaranteed by U.S. | $23,454,000 | 1,424 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,101,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $2,998,000 | 1,738 |
| Privately issued | $6,103,000 | 580 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,420,000 | 1,123 |
| Available-for-sale securities (fair market value) | $62,090,000 | 1,668 |
| Total debt securities | $72,510,000 | 1,593 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $78,465,000 | 1,521 |
| U.S. Government securities | $42,533,000 | 1,933 |
| U.S. Treasury securities | $1,017,000 | 710 |
| U.S. Government agency obligations | $41,516,000 | 1,949 |
| Securities issued by states & political subdivisions | $27,708,000 | 734 |
| Other domestic debt securities | $8,224,000 | 899 |
| Privately issued residential mortgage-backed securities | $6,305,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,919,000 | 1,105 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,272,000 | 827 |
| Mortgage-backed securities | $32,926,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $16,885,000 | 1,592 |
| Issued or guaranteed by U.S. | $16,885,000 | 1,583 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,041,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $9,736,000 | 941 |
| Privately issued | $6,305,000 | 529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,559,000 | 1,162 |
| Available-for-sale securities (fair market value) | $67,906,000 | 1,496 |
| Total debt securities | $78,465,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $104,016,000 | 1,171 |
| U.S. Government securities | $63,472,000 | 1,347 |
| U.S. Treasury securities | $1,005,000 | 747 |
| U.S. Government agency obligations | $62,467,000 | 1,335 |
| Securities issued by states & political subdivisions | $32,238,000 | 604 |
| Other domestic debt securities | $8,306,000 | 843 |
| Privately issued residential mortgage-backed securities | $6,361,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,945,000 | 1,076 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,748,000 | 552 |
| Mortgage-backed securities | $43,229,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $22,526,000 | 1,194 |
| Issued or guaranteed by U.S. | $22,526,000 | 1,188 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,703,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $14,342,000 | 678 |
| Privately issued | $6,361,000 | 502 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,592,000 | 1,210 |
| Available-for-sale securities (fair market value) | $93,424,000 | 1,116 |
| Total debt securities | $104,016,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $104,666,000 | 1,161 |
| U.S. Government securities | $64,084,000 | 1,339 |
| U.S. Treasury securities | $995,000 | 889 |
| U.S. Government agency obligations | $63,089,000 | 1,327 |
| Securities issued by states & political subdivisions | $32,070,000 | 596 |
| Other domestic debt securities | $8,512,000 | 792 |
| Privately issued residential mortgage-backed securities | $6,535,000 | 499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,977,000 | 1,027 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,946,000 | 526 |
| Mortgage-backed securities | $44,222,000 | 991 |
| Certificates of participation in pools of residential mortgages | $23,467,000 | 1,143 |
| Issued or guaranteed by U.S. | $23,467,000 | 1,135 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,755,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $14,220,000 | 669 |
| Privately issued | $6,535,000 | 472 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,637,000 | 1,216 |
| Available-for-sale securities (fair market value) | $94,029,000 | 1,112 |
| Total debt securities | $104,666,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $104,442,000 | 1,170 |
| U.S. Government securities | $66,046,000 | 1,305 |
| U.S. Treasury securities | $999,000 | 911 |
| U.S. Government agency obligations | $65,047,000 | 1,294 |
| Securities issued by states & political subdivisions | $29,459,000 | 655 |
| Other domestic debt securities | $8,937,000 | 775 |
| Privately issued residential mortgage-backed securities | $6,956,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,981,000 | 1,039 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,081,000 | 536 |
| Mortgage-backed securities | $46,486,000 | 958 |
| Certificates of participation in pools of residential mortgages | $24,849,000 | 1,096 |
| Issued or guaranteed by U.S. | $24,849,000 | 1,088 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $21,637,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $14,681,000 | 660 |
| Privately issued | $6,956,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,673,000 | 1,231 |
| Available-for-sale securities (fair market value) | $93,769,000 | 1,115 |
| Total debt securities | $104,442,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $106,411,000 | 1,172 |
| U.S. Government securities | $67,159,000 | 1,330 |
| U.S. Treasury securities | $998,000 | 960 |
| U.S. Government agency obligations | $66,161,000 | 1,308 |
| Securities issued by states & political subdivisions | $30,115,000 | 632 |
| Other domestic debt securities | $9,137,000 | 744 |
| Privately issued residential mortgage-backed securities | $7,159,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,978,000 | 1,065 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,905,000 | 527 |
| Mortgage-backed securities | $40,978,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $31,299,000 | 928 |
| Issued or guaranteed by U.S. | $31,299,000 | 920 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,679,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 1,720 |
| Privately issued | $7,159,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,810,000 | 1,248 |
| Available-for-sale securities (fair market value) | $95,601,000 | 1,114 |
| Total debt securities | $106,411,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $108,455,000 | 1,160 |
| U.S. Government securities | $70,084,000 | 1,282 |
| U.S. Treasury securities | $996,000 | 1,038 |
| U.S. Government agency obligations | $69,088,000 | 1,262 |
| Securities issued by states & political subdivisions | $29,047,000 | 657 |
| Other domestic debt securities | $9,324,000 | 738 |
| Privately issued residential mortgage-backed securities | $7,352,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,972,000 | 1,068 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,153,000 | 563 |
| Mortgage-backed securities | $42,248,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $32,402,000 | 922 |
| Issued or guaranteed by U.S. | $32,402,000 | 912 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,846,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,708 |
| Privately issued | $7,352,000 | 424 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,841,000 | 1,288 |
| Available-for-sale securities (fair market value) | $97,614,000 | 1,093 |
| Total debt securities | $108,455,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $108,507,000 | 1,147 |
| U.S. Government securities | $74,249,000 | 1,228 |
| U.S. Treasury securities | $990,000 | 1,089 |
| U.S. Government agency obligations | $73,259,000 | 1,204 |
| Securities issued by states & political subdivisions | $22,748,000 | 856 |
| Other domestic debt securities | $11,510,000 | 651 |
| Privately issued residential mortgage-backed securities | $7,514,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,996,000 | 745 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,428,000 | 615 |
| Mortgage-backed securities | $38,739,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $31,225,000 | 949 |
| Issued or guaranteed by U.S. | $31,225,000 | 941 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,514,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $7,514,000 | 415 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,141,000 | 1,283 |
| Available-for-sale securities (fair market value) | $97,366,000 | 1,090 |
| Total debt securities | $108,508,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $101,265,000 | 1,240 |
| U.S. Government securities | $74,780,000 | 1,218 |
| U.S. Treasury securities | $987,000 | 1,188 |
| U.S. Government agency obligations | $73,793,000 | 1,192 |
| Securities issued by states & political subdivisions | $14,517,000 | 1,386 |
| Other domestic debt securities | $11,968,000 | 648 |
| Privately issued residential mortgage-backed securities | $7,954,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,014,000 | 778 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,315,000 | 1,442 |
| Mortgage-backed securities | $41,375,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $33,421,000 | 924 |
| Issued or guaranteed by U.S. | $33,421,000 | 916 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,954,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $7,954,000 | 409 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,459,000 | 1,432 |
| Available-for-sale securities (fair market value) | $91,806,000 | 1,165 |
| Total debt securities | $101,266,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $100,946,000 | 1,237 |
| U.S. Government securities | $75,901,000 | 1,186 |
| U.S. Treasury securities | $986,000 | 1,216 |
| U.S. Government agency obligations | $74,915,000 | 1,152 |
| Securities issued by states & political subdivisions | $12,788,000 | 1,546 |
| Other domestic debt securities | $12,257,000 | 655 |
| Privately issued residential mortgage-backed securities | $8,246,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,011,000 | 804 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,056,000 | 1,353 |
| Mortgage-backed securities | $41,247,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $33,001,000 | 945 |
| Issued or guaranteed by U.S. | $33,001,000 | 938 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,246,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $8,246,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,932,000 | 1,708 |
| Available-for-sale securities (fair market value) | $94,014,000 | 1,121 |
| Total debt securities | $100,946,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $103,920,000 | 1,198 |
| U.S. Government securities | $79,493,000 | 1,131 |
| U.S. Treasury securities | $988,000 | 1,208 |
| U.S. Government agency obligations | $78,505,000 | 1,107 |
| Securities issued by states & political subdivisions | $11,747,000 | 1,671 |
| Other domestic debt securities | $12,680,000 | 652 |
| Privately issued residential mortgage-backed securities | $8,646,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,034,000 | 826 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,573,000 | 1,276 |
| Mortgage-backed securities | $43,949,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $35,303,000 | 912 |
| Issued or guaranteed by U.S. | $35,303,000 | 906 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,646,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $8,646,000 | 371 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,812,000 | 1,849 |
| Available-for-sale securities (fair market value) | $98,108,000 | 1,063 |
| Total debt securities | $103,920,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $78,598,000 | 1,563 |
| U.S. Government securities | $66,798,000 | 1,368 |
| U.S. Treasury securities | $989,000 | 1,251 |
| U.S. Government agency obligations | $65,809,000 | 1,343 |
| Securities issued by states & political subdivisions | $11,800,000 | 1,667 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,420,000 | 1,639 |
| Mortgage-backed securities | $38,363,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $38,363,000 | 880 |
| Issued or guaranteed by U.S. | $38,363,000 | 873 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,889,000 | 1,869 |
| Available-for-sale securities (fair market value) | $72,709,000 | 1,427 |
| Total debt securities | $78,598,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $77,699,000 | 1,594 |
| U.S. Government securities | $71,437,000 | 1,293 |
| U.S. Treasury securities | $987,000 | 1,336 |
| U.S. Government agency obligations | $70,450,000 | 1,258 |
| Securities issued by states & political subdivisions | $6,262,000 | 2,669 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,452,000 | 1,658 |
| Mortgage-backed securities | $40,160,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $40,160,000 | 871 |
| Issued or guaranteed by U.S. | $40,160,000 | 865 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $423,000 | 3,647 |
| Available-for-sale securities (fair market value) | $77,276,000 | 1,363 |
| Total debt securities | $77,699,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $82,892,000 | 1,534 |
| U.S. Government securities | $76,417,000 | 1,220 |
| U.S. Treasury securities | $997,000 | 1,318 |
| U.S. Government agency obligations | $75,420,000 | 1,190 |
| Securities issued by states & political subdivisions | $6,475,000 | 2,635 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,109,000 | 2,812 |
| Mortgage-backed securities | $42,826,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $42,826,000 | 852 |
| Issued or guaranteed by U.S. | $42,826,000 | 847 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $449,000 | 3,658 |
| Available-for-sale securities (fair market value) | $82,443,000 | 1,308 |
| Total debt securities | $82,892,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $78,965,000 | 1,598 |
| U.S. Government securities | $72,479,000 | 1,283 |
| U.S. Treasury securities | $1,000,000 | 1,313 |
| U.S. Government agency obligations | $71,479,000 | 1,252 |
| Securities issued by states & political subdivisions | $6,486,000 | 2,660 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,723,000 | 951 |
| Mortgage-backed securities | $42,037,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $42,037,000 | 857 |
| Issued or guaranteed by U.S. | $42,037,000 | 852 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $490,000 | 3,696 |
| Available-for-sale securities (fair market value) | $78,475,000 | 1,363 |
| Total debt securities | $78,965,000 | 1,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $74,824,000 | 1,703 |
| U.S. Government securities | $68,400,000 | 1,389 |
| U.S. Treasury securities | $1,002,000 | 1,368 |
| U.S. Government agency obligations | $67,398,000 | 1,353 |
| Securities issued by states & political subdivisions | $6,424,000 | 2,655 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,827,000 | 2,810 |
| Mortgage-backed securities | $33,246,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $33,246,000 | 1,044 |
| Issued or guaranteed by U.S. | $33,246,000 | 1,037 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $567,000 | 3,628 |
| Available-for-sale securities (fair market value) | $74,257,000 | 1,442 |
| Total debt securities | $74,824,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $56,402,000 | 2,190 |
| U.S. Government securities | $49,566,000 | 1,863 |
| U.S. Treasury securities | $1,006,000 | 1,355 |
| U.S. Government agency obligations | $48,560,000 | 1,841 |
| Securities issued by states & political subdivisions | $6,836,000 | 2,573 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,509,000 | 2,321 |
| Mortgage-backed securities | $32,154,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $32,051,000 | 1,089 |
| Issued or guaranteed by U.S. | $32,051,000 | 1,081 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $103,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,308 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $769,000 | 3,522 |
| Available-for-sale securities (fair market value) | $55,633,000 | 1,889 |
| Total debt securities | $56,402,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $61,432,000 | 2,085 |
| U.S. Government securities | $55,047,000 | 1,735 |
| U.S. Treasury securities | $1,007,000 | 1,445 |
| U.S. Government agency obligations | $54,040,000 | 1,698 |
| Securities issued by states & political subdivisions | $6,385,000 | 2,702 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,013,000 | 2,022 |
| Mortgage-backed securities | $33,684,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $33,023,000 | 1,082 |
| Issued or guaranteed by U.S. | $33,023,000 | 1,072 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $661,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,879 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,391,000 | 3,139 |
| Available-for-sale securities (fair market value) | $60,041,000 | 1,789 |
| Total debt securities | $61,432,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $65,857,000 | 1,924 |
| U.S. Government securities | $59,585,000 | 1,584 |
| U.S. Treasury securities | $1,009,000 | 1,489 |
| U.S. Government agency obligations | $58,576,000 | 1,555 |
| Securities issued by states & political subdivisions | $6,272,000 | 2,716 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,066,000 | 1,959 |
| Mortgage-backed securities | $34,643,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $33,929,000 | 1,056 |
| Issued or guaranteed by U.S. | $33,929,000 | 1,053 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $714,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,880 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,619,000 | 3,056 |
| Available-for-sale securities (fair market value) | $64,238,000 | 1,661 |
| Total debt securities | $65,857,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $45,331,000 | 2,599 |
| U.S. Government securities | $40,702,000 | 2,130 |
| U.S. Treasury securities | $1,014,000 | 1,501 |
| U.S. Government agency obligations | $39,688,000 | 2,093 |
| Securities issued by states & political subdivisions | $4,629,000 | 3,166 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,532,000 | 6,146 |
| Mortgage-backed securities | $9,114,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 3,122 |
| Issued or guaranteed by U.S. | $6,172,000 | 3,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,942,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $2,942,000 | 2,060 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,812,000 | 2,993 |
| Available-for-sale securities (fair market value) | $43,519,000 | 2,315 |
| Total debt securities | $45,331,000 | 2,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $28,436,000 | 3,671 |
| U.S. Government securities | $27,184,000 | 2,933 |
| U.S. Treasury securities | $1,007,000 | 1,583 |
| U.S. Government agency obligations | $26,177,000 | 2,881 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,900 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,209 |
| Mortgage-backed securities | $14,010,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $6,168,000 | 3,092 |
| Issued or guaranteed by U.S. | $6,168,000 | 3,079 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,842,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $7,842,000 | 1,345 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,138,000 | 2,879 |
| Available-for-sale securities (fair market value) | $26,298,000 | 3,342 |
| Total debt securities | $28,436,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $35,108,000 | 3,105 |
| U.S. Government securities | $33,866,000 | 2,459 |
| U.S. Treasury securities | $1,003,000 | 1,693 |
| U.S. Government agency obligations | $32,863,000 | 2,412 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,914 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,053,000 | 2,087 |
| Mortgage-backed securities | $22,149,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $11,264,000 | 2,183 |
| Issued or guaranteed by U.S. | $11,264,000 | 2,171 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,885,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $10,885,000 | 1,118 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,405,000 | 2,867 |
| Available-for-sale securities (fair market value) | $32,703,000 | 2,825 |
| Total debt securities | $35,108,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $45,015,000 | 2,411 |
| U.S. Government securities | $39,599,000 | 1,997 |
| U.S. Treasury securities | $1,039,000 | 1,842 |
| U.S. Government agency obligations | $38,560,000 | 1,929 |
| Securities issued by states & political subdivisions | $4,310,000 | 3,131 |
| Other domestic debt securities | $1,106,000 | 2,784 |
| Privately issued residential mortgage-backed securities | $681,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 3,030 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,174,000 | 2,774 |
| Mortgage-backed securities | $10,554,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $3,513,000 | 3,655 |
| Issued or guaranteed by U.S. | $3,513,000 | 3,641 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,041,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $6,360,000 | 1,538 |
| Privately issued | $681,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,117,000 | 2,467 |
| Available-for-sale securities (fair market value) | $40,898,000 | 2,170 |
| Total debt securities | $45,015,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $26,311,000 | 3,805 |
| U.S. Government securities | $22,516,000 | 3,335 |
| U.S. Treasury securities | $2,001,000 | 1,992 |
| U.S. Government agency obligations | $20,515,000 | 3,322 |
| Securities issued by states & political subdivisions | $2,338,000 | 4,142 |
| Other domestic debt securities | $1,150,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,150,000 | 2,037 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $307,000 | 4,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,261,000 | 2,936 |
| Mortgage-backed securities | $5,007,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $3,990,000 | 2,975 |
| Issued or guaranteed by U.S. | $3,990,000 | 2,958 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,017,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,653 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,007,000 | 2,770 |
| Available-for-sale securities (fair market value) | $21,304,000 | 3,609 |
| Total debt securities | $26,004,000 | 3,733 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $32,142,000 | 3,379 |
| U.S. Government securities | $26,615,000 | 3,071 |
| U.S. Treasury securities | $7,999,000 | 1,061 |
| U.S. Government agency obligations | $18,616,000 | 3,683 |
| Securities issued by states & political subdivisions | $4,676,000 | 3,052 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $851,000 | 2,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000,000 | 2,333 |
| Mortgage-backed securities | $5,918,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $4,760,000 | 2,877 |
| Issued or guaranteed by U.S. | $4,760,000 | 2,866 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,158,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,748 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,918,000 | 2,830 |
| Available-for-sale securities (fair market value) | $26,224,000 | 3,148 |
| Total debt securities | $31,291,000 | 3,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $32,555,000 | 3,392 |
| U.S. Government securities | $22,011,000 | 3,646 |
| U.S. Treasury securities | $11,072,000 | 1,176 |
| U.S. Government agency obligations | $10,939,000 | 5,013 |
| Securities issued by states & political subdivisions | $5,957,000 | 2,620 |
| Other domestic debt securities | $3,965,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,965,000 | 1,030 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $622,000 | 3,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,393 |
| Mortgage-backed securities | $7,416,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $5,791,000 | 2,743 |
| Issued or guaranteed by U.S. | $5,791,000 | 2,728 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,625,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 2,700 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,416,000 | 2,775 |
| Available-for-sale securities (fair market value) | $25,139,000 | 3,211 |
| Total debt securities | $31,933,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $61,838,000 | 1,873 |
| U.S. Government securities | $46,168,000 | 1,971 |
| U.S. Treasury securities | $15,041,000 | 1,240 |
| U.S. Government agency obligations | $31,127,000 | 2,220 |
| Securities issued by states & political subdivisions | $10,610,000 | 1,376 |
| Other domestic debt securities | $5,060,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,060,000 | 640 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 5,014 |
| Mortgage-backed securities | $9,037,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 2,426 |
| Issued or guaranteed by U.S. | $6,977,000 | 2,413 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,060,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 2,563 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,037,000 | 2,985 |
| Available-for-sale securities (fair market value) | $52,801,000 | 1,524 |
| Total debt securities | $61,838,000 | 1,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $52,052,000 | 2,343 |
| U.S. Government securities | $43,723,000 | 2,224 |
| U.S. Treasury securities | $8,709,000 | 2,519 |
| U.S. Government agency obligations | $35,014,000 | 2,045 |
| Securities issued by states & political subdivisions | $6,527,000 | 2,239 |
| Other domestic debt securities | $1,802,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,802,000 | 1,184 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,535,000 | 4,353 |
| Mortgage-backed securities | $2,169,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,169,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $2,169,000 | 2,848 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,169,000 | 6,161 |
| Available-for-sale securities (fair market value) | $49,883,000 | 1,656 |
| Total debt securities | $52,052,000 | 2,271 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,667 |
| Fair value | $993,000 | 1,816 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $41,743,000 | 3,017 |
| U.S. Government securities | $30,526,000 | 3,284 |
| U.S. Treasury securities | $9,242,000 | 2,910 |
| U.S. Government agency obligations | $21,284,000 | 3,142 |
| Securities issued by states & political subdivisions | $7,917,000 | 1,861 |
| Other domestic debt securities | $3,300,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,300,000 | 1,023 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,522,000 | 5,557 |
| Mortgage-backed securities | $2,289,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,289,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 3,089 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,289,000 | 6,435 |
| Available-for-sale securities (fair market value) | $39,454,000 | 2,165 |
| Total debt securities | $41,743,000 | 2,946 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $23,295,000 | 5,260 |
| U.S. Government securities | $15,874,000 | 5,818 |
| U.S. Treasury securities | $9,737,000 | 3,492 |
| U.S. Government agency obligations | $6,137,000 | 7,065 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,070 |
| Other domestic debt securities | $2,695,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,695,000 | 1,346 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,000 | 7,497 |
| Mortgage-backed securities | $2,375,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,375,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $2,375,000 | 3,235 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,375,000 | 9,751 |
| Available-for-sale securities (fair market value) | $20,920,000 | 2,701 |
| Total debt securities | $23,295,000 | 5,167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $18,481,000 | 6,482 |
| U.S. Government securities | $11,036,000 | 7,577 |
| U.S. Treasury securities | $4,788,000 | 5,885 |
| U.S. Government agency obligations | $6,248,000 | 7,205 |
| Securities issued by states & political subdivisions | $3,575,000 | 3,860 |
| Other domestic debt securities | $3,870,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,870,000 | 1,245 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,000 | 7,519 |
| Mortgage-backed securities | $1,972,000 | 7,313 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,972,000 | 4,108 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 3,917 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,481,000 | 6,351 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $15,111,000 | 7,311 |
| U.S. Government securities | $6,909,000 | 9,650 |
| U.S. Treasury securities | $843,000 | 10,722 |
| U.S. Government agency obligations | $6,066,000 | 7,307 |
| Securities issued by states & political subdivisions | $5,168,000 | 2,688 |
| Other domestic debt securities | $3,034,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,034,000 | 1,632 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $978,000 | 8,982 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $978,000 | 5,141 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 4,769 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,111,000 | 7,197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |